-31.6%
AFRM vs HBM
+217.7%
-249.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -1.4% |
| 7D | -8.4% | +2.4% | -10.7% | -9.4% |
| 30D | -18.3% | -16.0% | -2.3% | -12.0% |
| 3M | -12.7% | -21.3% | +8.6% | -4.2% |
| 6M | +3.0% | -12.2% | +15.3% | +4.8% |
| YTD | -11.4% | +10.7% | -22.1% | -23.1% |
| 1Y | -13.3% | +30.3% | -43.6% | -30.8% |
| 3Y | +194.0% | +432.2% | -238.2% | +8.2% |
| 5Y | -50.6% | +218.8% | -269.4% | -77.0% |
| All | -31.6% | +217.7% | -249.3% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling